Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47858.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46464.11 Kr¶

PnL: ---------------------------------------> -424.46 Kr¶

DD now: ---------------------------------> -1.585 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:20:27.202893'

Anic Portfolio¶

Today¶

Return: 0.685 %¶

This Week¶

Return: 0.685 %¶

Total¶

Return: 56.678 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -0.130000 2789.500000 153.500000 5.820000 2636.000010
Corem Property Group B 59 1.930000 655.490000 78.490000 13.600000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.560000 427.400000 72.400000 20.390000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
Nordea Bank Abp 29 1.010000 3484.060000 30.060000 0.870000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.390000 262.800000 16.800000 6.830000 246.000000
Boozt 12 0.000000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Intrum 4 1.280000 539.200000 12.200000 2.310000 527.000000
Midsona B 63 0.320000 594.090000 11.090000 1.900000 582.999984
Norva24 Group 16 -0.170000 552.320000 9.320000 1.720000 543.000000
OEM International B 7 0.000000 536.900000 8.900000 1.690000 527.999997
Essity B 2 1.010000 582.200000 8.200000 1.430000 574.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -0.940000 579.480000 5.480000 0.950000 573.999998
Creaspac SPAC 6 0.520000 582.000000 5.000000 0.870000 577.000002
Coor Service Management Hold. 8 -1.760000 536.400000 4.400000 0.830000 532.000000
MedCap 2 0.240000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.600000 549.000000 3.000000 0.550000 546.000000
Securitas B 6 0.510000 566.520000 -3.480000 -0.610000 570.000000
Swedbank A 3 -0.350000 559.050000 -4.950000 -0.880000 564.000000
CTEK 13 0.550000 520.780000 -13.220000 -2.480000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 1.240000 3323.200000 -53.800000 -1.590000 3377.000000
International Petroleum Corp. 5 1.250000 527.000000 -67.570000 -11.360000 594.565215
Vivesto 1368 0.000000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 -0.090000 3759.000000 -91.000000 -2.360000 3850.000000
OX2 18 0.060000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 0.000000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 3.130000 3088.800000 -273.200000 -8.130000 3361.999992
TOTAL 46464.110000 -424.460000 -1.58524% 46888.564618

Updated:¶

'2023-01-16 09:20:39.535356'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶